Berger, James; Bayarri, M. J.; Pericchi, L. R. - In: Econometric Reviews 33 (2014) 1-4, pp. 197-217
Model selection procedures often depend explicitly on the sample size n of the experiment. One example is the Bayesian information criterion (BIC) criterion and another is the use of Zellner--Siow priors in Bayesian model selection. Sample size is well-defined if one has i.i.d real observations,...